A jail is simply a FreeBSD environment, so you can install pretty much any software that will run under FreeBSD in a jail, following the same methods you'd use under ordinary FreeBSD (often this would start with pkg install packagename, followed by some configuration steps).
Users who are less technically-minded may be tempted to use plugins instead. Please don't do this. Plugins have always been poorly maintained, are now all but deprecated, and are scheduled to be removed from TrueNAS CORE entirely in the near future. If you want a plugin-like experience, where you can point and click to install the software you want, you should consider using TrueNAS SCALE rather than TrueNAS CORE. SCALE has a much larger and more up-to-date app catalog.
Somewhat of a “middle path” is the use of scripts to create jails with particular software. This was described in the page for Plex Media Server, and there are several other such scripts available, including: